ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 13-Mar-2015
Day Change Summary
Previous Current
12-Mar-2015 13-Mar-2015 Change Change % Previous Week
Open 119-205 119-207 0-002 0.0% 119-040
High 119-310 119-250 -0-060 -0.2% 119-310
Low 119-182 119-170 -0-012 0.0% 119-037
Close 119-232 119-235 0-003 0.0% 119-235
Range 0-128 0-080 -0-048 -37.5% 0-273
ATR 0-139 0-135 -0-004 -3.0% 0-000
Volume 1,069 1,776 707 66.1% 27,540
Daily Pivots for day following 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 120-138 120-107 119-279
R3 120-058 120-027 119-257
R2 119-298 119-298 119-250
R1 119-267 119-267 119-242 119-282
PP 119-218 119-218 119-218 119-226
S1 119-187 119-187 119-228 119-202
S2 119-138 119-138 119-220
S3 119-058 119-107 119-213
S4 118-298 119-027 119-191
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 122-053 121-257 120-065
R3 121-100 120-304 119-310
R2 120-147 120-147 119-285
R1 120-031 120-031 119-260 120-089
PP 119-194 119-194 119-194 119-223
S1 119-078 119-078 119-210 119-136
S2 118-241 118-241 119-185
S3 117-288 118-125 119-160
S4 117-015 117-172 119-085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-310 119-037 0-273 0.7% 0-099 0.3% 73% False False 5,508
10 120-015 119-032 0-303 0.8% 0-116 0.3% 67% False False 18,773
20 120-110 119-032 1-078 1.0% 0-136 0.4% 51% False False 474,598
40 121-165 119-032 2-133 2.0% 0-155 0.4% 26% False False 607,316
60 121-165 118-082 3-083 2.7% 0-147 0.4% 45% False False 592,984
80 121-165 118-082 3-083 2.7% 0-139 0.4% 45% False False 580,020
100 121-165 118-082 3-083 2.7% 0-128 0.3% 45% False False 464,766
120 121-165 117-080 4-085 3.6% 0-115 0.3% 58% False False 387,417
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-270
2.618 120-139
1.618 120-059
1.000 120-010
0.618 119-299
HIGH 119-250
0.618 119-219
0.500 119-210
0.382 119-201
LOW 119-170
0.618 119-121
1.000 119-090
1.618 119-041
2.618 118-281
4.250 118-150
Fisher Pivots for day following 13-Mar-2015
Pivot 1 day 3 day
R1 119-227 119-230
PP 119-218 119-225
S1 119-210 119-220

These figures are updated between 7pm and 10pm EST after a trading day.

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